-98.0%
MSTU vs MULL
+2,337.2%
-2,435.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | -16.6% | -8.4% | -8.2% | -14.2% |
| 30D | +69.7% | +9.7% | +60.0% | +63.0% |
| 3M | -7.5% | -26.8% | +19.3% | -14.4% |
| 6M | -43.1% | +220.7% | -263.8% | -76.4% |
| YTD | -63.0% | +509.0% | -572.1% | -90.1% |
| 1Y | -93.8% | +1,739.5% | -1,833.3% | -99.2% |
| All | -98.0% | +2,337.2% | -2,435.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling